1) Any and all of Stepmom, starring Julia Roberts and Susan Sarandon.
2) The episode of Adventures in Odyssey when Eugene becomes a Christian (don't judge, it was really significant when I was 12).
3) When Dobby dies in Harry Potter and the Deathly Hallows. Or really, just all of reading Harry Potter and the Deathly Hallows.
4) The end of White Christmas.
5) "For Good."
All of these things are very sad, but there has not been a moment in pop culture history that continues to KILL me as this does, every time I catch a dang rerun of it.